Conditional VaR based on two-dimensional normal distribution (Q5436017)
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scientific article; zbMATH DE number 5226631
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Conditional VaR based on two-dimensional normal distribution |
scientific article; zbMATH DE number 5226631 |
Statements
14 January 2008
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conditional revenue ratio
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conditional VaR
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two-dimension normal distribution
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0.7446687817573547
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0.7446466684341431
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0.7441544532775879
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